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Uploading a MySQL database

I'm beginning to learn PHP and MySQL to design a website. I started with the article of Kevin Yank "Building a Database-Driven Web Site Using PHP and MySQL".

Now, i have EasyPHP installed on my comp (Win98) (that includes php4, apache and mysql). I was wondering, if I build a database on my harddrive (local), can I upload it later to my server (webhost) like any other file or do I have to build the database directly from the server ?